+10.8%
LHX vs MSTU
-87.7%
+98.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.6% | -4.7% | -1.2% |
| 7D | -4.3% | -16.6% | +12.3% | -4.0% |
| 30D | -15.1% | +69.7% | -84.8% | -15.9% |
| 3M | -21.0% | -7.5% | -13.5% | -21.1% |
| 6M | -32.0% | -43.1% | +11.1% | -31.9% |
| YTD | -15.3% | -63.0% | +47.7% | -15.1% |
| 1Y | -11.1% | -93.8% | +82.7% | -8.3% |
| All | +10.8% | -87.7% | +98.5% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTU.
Daily Out/Under-Performance
Portfolio return minus MSTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling